Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 00:00:00+00:00 0.557685 0.624742 0.699942 0.791176 0.899759 1.025987 1.185511
2024-12-15 00:00:00+00:00 0.486979 0.572550 0.675392 0.810152 0.985251 1.209729 1.527349
2024-12-22 00:00:00+00:00 0.445765 0.544489 0.669938 0.845257 1.091191 1.436064 1.980724
2024-12-29 00:00:00+00:00 0.407615 0.513241 0.653640 0.860678 1.171005 1.642923 2.470859
2025-01-05 00:00:00+00:00 0.375736 0.485265 0.636511 0.870211 1.241985 1.851862 3.038874
2025-01-12 00:00:00+00:00 0.345405 0.455376 0.612059 0.863843 1.285505 2.025783 3.614790
2025-01-19 00:00:00+00:00 0.312003 0.417471 0.571183 0.825441 1.268082 2.087312 3.991709
2025-01-26 00:00:00+00:00 0.295167 0.401836 0.561509 0.834945 1.334131 2.321657 4.872670
2025-02-02 00:00:00+00:00 0.280950 0.388594 0.553756 0.845970 1.404403 2.584887 5.992215
2025-02-09 00:00:00+00:00 0.264543 0.370495 0.536275 0.837385 1.434865 2.770903 7.029320
2025-02-16 00:00:00+00:00 0.252659 0.358401 0.527224 0.842394 1.493333 3.041505 8.576904
2025-02-23 00:00:00+00:00 0.234445 0.334929 0.497173 0.804781 1.454846 3.057913 9.209272
2025-03-02 00:00:00+00:00 0.217881 0.313530 0.469761 0.770752 1.422308 3.092318 10.022525
2025-03-09 00:00:00+00:00 0.211077 0.307518 0.468195 0.786473 1.505280 3.481172 13.009923
2025-03-16 00:00:00+00:00 0.207304 0.306149 0.474478 0.818479 1.634124 4.071330 18.361537
2025-03-23 00:00:00+00:00 0.201122 0.300248 0.472050 0.832174 1.721338 4.577052 24.743368
2025-03-30 00:00:00+00:00 0.194715 0.293508 0.467458 0.840615 1.797261 5.090475 33.402160
2025-04-06 00:00:00+00:00 0.186931 0.283880 0.456685 0.834146 1.831199 5.464601 42.753179
2025-04-13 00:00:00+00:00 0.176057 0.268251 0.433476 0.797316 1.771489 5.416178 46.237195
2025-04-20 00:00:00+00:00 0.171378 0.263334 0.430449 0.806230 1.848631 6.033348 66.480517
2025-04-27 00:00:00+00:00 0.167168 0.258998 0.428190 0.816641 1.933514 6.761335 101.444563
2025-05-04 00:00:00+00:00 0.161233 0.251218 0.418581 0.808411 1.957856 7.200393 139.737412
2025-05-11 00:00:00+00:00 0.157025 0.246367 0.414481 0.813147 2.026656 7.961849 228.264364